+16.9%
QQQM vs AEP
-4.7%
+21.6%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.2% |
| 7D | -1.3% | -1.0% | -0.3% | -1.4% |
| 30D | -1.4% | -0.1% | -1.3% | -1.3% |
| 3M | +2.2% | -3.2% | +5.4% | +1.4% |
| 6M | +16.9% | -5.3% | +22.2% | +15.1% |
| All | +16.9% | -4.7% | +21.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded AEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling